Trading the Measured Move: A Path to Trading Success in a World of Algos and High Frequency Trading David Halsey
Publisher: Wiley

May 19, 2014 - Algorithmic and automated, high frequency trading lead to the Dow Jones Industrial Average plunging 1000 points only to recover within minutes. Successful high speed trading depends on front running on information that is not public. Apr 7, 2014 - It was a gala event, the fiftieth annual meeting of the World Federation of Exchanges. Anyhow, this is really a matter for a new Glass Steagal agreed in the context of a revised Bretton Woods the world badly needs http://en.wikipedia.org/wiki/Bretton_Woods_system . It will make for fatter, In that case, we *know* they are playing better moves. Mar 23, 2013 - Trading the Measured Move: A Path to Trading Success in a World of Algos and High Frequency Trading David Halsey. Oct 17, 2011 - Cramming ever-larger volumes of strategic, adaptive trading into ever-smaller time intervals would, following Mandelbrot, tend to increase abnormalities in prices when measured in clock time. It would be nice if we could move beyond the outrage to a serious discussion of the policy issues and ideally some simple and reasonable policy to address the issue. "In the last twenty years came computers, electronic communications, electronic exchanges, dark pools, flash orders, multiple exchanges, alternative trading venues, direct access brokers, OTC derivatives, high-frequency traders . Johnson posits that the Flash Crash occurred since the algorithms and trading schemes optimized on profit. The stock market had been turned into a Wild West of dueling algos -- and some firms, it seemed, had special advantages. Apr 4, 2014 - Tim Johnson on high frequency trading: The Legitimacy of High Frequency Trading: Mark Thoma brought my attention to a post by Dean Baker, High Speed Trading and Slow-Witted Economic Policy. Apr 20, 2014 - Lewis: By a combination of the stock exchanges, the big Wall Street banks, and high frequency traders. Jan 4, 2012 - In an interesting parallel, on May 6th 2010, high-frequency trading systems generated a “flash crash” of US equity markets, causing a 9% fall and 9% rise of the US stock market within a 20 minute period. Johnson – in There were many presentations talking about the different input types that we can expect in the near term as we move away from keyboards and mice — more and more touch, also voice, and gesture. Then a bunch of orders will be sitting there for 5 seconds, will be occasionally mispriced relative to factors in the world, HFT algorithms will hit those orders instead of providing liquidity. Apr 13, 2014 - As he explains it, high-frequency traders are taking advantage of superior technology — faster telecommunications infrastructure, smarter computer trading algorithms, physical proximity to the computers that operate stock market screwed-up model it creates for success in life, when the guys who get rich do so by skimming on the market, so all of a sudden the young people at the best schools want to go skimming in the market — like that's a noble career path.”. This, if successful, should provide plenty of amusement for onlookers.